Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem (Q4204093): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(3 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Halil Mete Soner / rank
Normal rank
 
Property / author
 
Property / author: Q163407 / rank
Normal rank
 
Property / author
 
Property / author: Halil Mete Soner / rank
 
Normal rank
Property / author
 
Property / author: Steven E. Shreve / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2004328604 / rank
 
Normal rank

Latest revision as of 21:36, 19 March 2024

scientific article; zbMATH DE number 4123660
Language Label Description Also known as
English
Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
scientific article; zbMATH DE number 4123660

    Statements

    Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem (English)
    0 references
    1989
    0 references
    Regularity
    0 references
    variational inequality
    0 references
    two-dimensional singular stochastic control problem
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references